Robeco Sust Coefficient Of Variation
| ROBA Fund | | | EUR 80.52 0.68 0.85% |
The Coefficient Of Variation calculation for Robeco Sust draws on price and volume history. Additional screening context is available through
Equity Screeners. Diversification context is available through
Your Equity Center. Diversification context helps frame allocation across holdings. Robeco Sust Global can be added to a watchlist or portfolio for position tracking. Correlation data between positions helps assess portfolio-level risk. Broader economic conditions can influence Robeco Sust Global's fund valuation — related indicators include
signals in state.
Robeco Sust Global has current Coefficient Of Variation of
-2,197. Coefficient of Variation (or CV) is a normalized measure of dispersion of a probability distribution. It is also known as the variation coefficient or simply unitized risk. The absolute value of the Coefficient of Variation is sometimes called Relative Standard Deviation (or RSD), which is expressed as a percentage.
Coefficient Of Variation | = | STDER |
| = | -2,197 | |
Coefficient Of Variation Peers Comparison
Coefficient Of Variation Relative To Other Indicators
Robeco Sust Global is rated
below average in coefficient of variation among fund peers. It maintains a
second standing in maximum drawdown among fund peers .
CV is the measure of price and return dispersion, sometimes known as unitized risk or the variation coefficient. The CV is derived from the ratio of the standard deviation to the non-zero mean and the absolute value is taken for the mean to ensure it always positive. It is sometimes expressed as a percentage, in which case the CV is multiplied by 100. Coefficient of Variation for a single equity instrument describes the dispersion of price movement or daily returns. The higher the Coefficient of Variation, the greater the dispersion of prices, and the more riskier is the asset.
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